+104.7%
LLY vs UL
+26.1%
+78.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -1.8% |
| 30D | -1.6% | +0.5% | -2.1% | -1.8% |
| 3M | +2.3% | +17.6% | -15.3% | -1.8% |
| 6M | +14.9% | -5.4% | +20.3% | +15.9% |
| YTD | +7.5% | +0.7% | +6.8% | +7.3% |
| 1Y | +55.7% | -9.3% | +64.9% | +59.3% |
| All | +104.7% | +26.1% | +78.6% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling